Screener
OMFL vs XMLV
Invesco Russell 1000 Dynamic Multifactor ETF vs Invesco S&P MidCap Low Volatility ETF
Key differences
- OMFL is significantly larger than XMLV — larger funds tend to be more liquid and less likely to close.
- OMFL is classified as alternative, while XMLV is equity — different risk/return profiles.
- OMFL follows a systematic alpha strategy; XMLV uses index tracking.
- Over the last 3 years, OMFL has delivered higher annualized returns.
Side-by-side comparison
| OMFL | XMLV | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.25% |
| Fund size (AUM) | $4.6B | $750M |
| Since | 2017 | 2013 |
| Dividend yield | 0.78% | 2.80% |
| Asset class | alternative | equity |
| Region | north america | north america |
| Strategy | systematic alpha | index tracking |
| CAGR 1Y | +25.0% | +10.0% |
| CAGR 3Y | +14.3% | +11.6% |
| CAGR 5Y | +9.8% | +6.3% |
| Sharpe 3Y | 0.73 | 0.64 |
| Volatility 1Y | 12.16% | 10.33% |
| Max drawdown | -33.24% | -39.86% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
Similar to OMFL and XMLV
Explore further